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Callable Par Asset Swap

A par asset swap whose underlying asset (e.g. a convertible bond) is repackaged with an equity warrant stripped therefrom, with...

CBAS

It stands for convertible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,...

Convertible Bond Asset Swap

An asset swap whose underlying is a convertible bond. In terms of composition, it is a combination of an asset...

Moving Strike Convertible Bond

In Japan, it is a convertible bond in which the conversion price is not predetermined but is kept floating (i.e.,...

Barrier Reverse Convertible

A reverse convertible that entails that the holder gives up the potential upside exposure to the underlying in exchange for...

BRC

It stands for barrier reverse convertible; a reverse convertible that entails that the holder gives up the potential upside exposure...

Omicron Risk

The risk that arises from the possibility that changes in credit spreads (omicron) will inversely affect the value of a...

Non-Detachable Warrant

A warrant that cannot be separated from its carrier bond and cannot be traded as a standalone security. It is...

Conversion Rate

With respect to convertible bonds (and also convertible preferred stocks), it is the number of shares of common stock in...

Conversion Ratio

With respect to convertible bonds (and also convertible preferred stocks), it is the number of shares of common stock in...